Immigrants Without Borders said the march was in response to the officials' efforts to charge illegal immigrants with conspiracy to smuggle themselves across the U.S.-Mexico border.
Advocates have accused county authorities of misusing the anti-smuggling law, arguing it is aimed at "coyotes," who are paid by illegal immigrants to lead them to the United States.
The group's leaders hope to initiate a dialogue with Arpaio and Thomas.
"We do not seek confrontation," said Immigration Without Borders founder Elias Bermudez. "We want them to be part of the solution to a broken-down federal immigration system."
Leaders of the advocacy group claim Arpaio and Thomas are using the law to ridicule, scare and intimidate illegal immigrants.
Arpaio said he plans to meet with the demonstrators and explain he is simply enforcing state law by arresting illegal immigrants on conspiracy charges.